A TEST OF A MULTIVARIATE NORMAL-MEAN WITH COMPOSITE HYPOTHESES DETERMINED BY LINEAR INEQUALITIES
成果类型：
Article
署名作者：
SASABUCHI, S
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/67.2.429
发表日期：
1980
页码：
429439
关键词：
摘要：
A new multivariate generalization of a 1-sided test that is different from that of Kudo (1963) is proposed. Let X be a p-variate normal random variable with the mean vector .mu. and a known covariance matrix. The null hypothesis that .mu. lies on the boundary of a convex polyhedral cone determined by linear inequalities is considered; the alternative is that .mu. lies in its interior. A 2-sided version is also discussed. Likelihood ratio tests are provided and some applications are discussed, the geometry of convex polyhedral cones is also discussed.
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